How to construct Transformers to predict multidimensional time series?
There is an implementation of the paper (&quot;Adversarial Sparse Transformer for Time Series Forecasting&quot;), in Python using Pytorch, here. Although it has the training and evaluation functionality implemented, it appears to be lacking a function for running a prediction.  Maybe you can fork it and extend it.
UPDATE
There is also a paper, &quot;Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting&quot;, by Zhou et al., which does forecasts on univariate and multivariate data.  Their code is here.